GPstuff - installation guide

The software contains both Matlab/Octave m-functions and functions written in C. Some of the sparse GP functionalities in the toolbox require SuiteSparse toolbox by Tim Davis.

Installing the package

1. Basic installation without compactly supported covariance functions

2. Installation with compactly supported covariance functions v3.4 or newer

Compactly supported (CS) covariance functions are functions that produce sparse covariance matrices (matrices with zero elements). To use these functions you need the sparse GP functionalities in the toolbox which are build over SuiteSparse toolbox by Tim Davis. To take full advantage of the CS covariance functions install GPstuff as follows:

3. Installation with compactly supported covariance functions v3.3 or older

Contents of the package

The package contains the following subdirectories:
diag dist gp mc misc optim xunit SuiteSparse

Each folder contains Contents.m, which summarizes the functions in the folder.

'gp' folder contains the main functionalities and demonstration programs. Other folders contain additional functions.

User quide (very short)

It is easiest to learn to use the package by running the demos. It is advisable to open the demo files in text editor and run them line by line. The demos are documented so that user can follow what happens on each line.

The user guide gives background material and discusses some of the demos.

The basic structure of the program is as follows. The program consist of separate blocks, which are:

Known problems with installing SuiteSparse and solutions to them

Versions 3.4 and later include modified SuiteSparse-3.4 where these problems are fixed.

There are some problems with installing SuiteSparse for 64bit Linux, Matlab 7.8 (or newer). The problem can be fixed as told in the Instructions to get through the problems